Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method

DOI10.1007/s40314-021-01544-0zbMath1476.90186OpenAlexW3166334775WikidataQ114219325 ScholiaQ114219325MaRDI QIDQ2244972

Aurelio Ribeiro Leite Oliveira, Lino Marcos Silva

Publication date: 12 November 2021

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-021-01544-0

zbMATH Keywords

linear programminginterior-point methodpreconditionersupdated incomplete Cholesky factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Linear programming (90C05) Interior-point methods (90C51) Preconditioners for iterative methods (65F08)

Related Items (1)

Recycling basic columns of the splitting preconditioner in interior point methods

Uses Software

• QAPLIB
• PCx

Cites Work

• Interior point methods 25 years later
• Combining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methods
• QAPLIB-A quadratic assignment problem library
• The incomplete Cholesky-conjugate gradient method for the iterative solution of systems of linear equations
• A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
• Inexact constraint preconditioners for linear systems arising in interior point methods
• Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
• Efficient Preconditioner Updates for Shifted Linear Systems
• Numerical solution of saddle point problems
• A note on hybrid preconditioners for large-scale normal equations arising from interior-point methods
• An Incomplete Factorization Technique for Positive Definite Linear Systems
• On the Implementation of a Primal-Dual Interior Point Method
• An improved incomplete Cholesky factorization
• An Efficient Solver for Multi--Right-Hand-Side Linear Systems Based on the CCCG($\eta$) Method with Applications to Implicit Time-Dependent Partial Differential Equations
• PCx: an interior-point code for linear programming
• A Preconditioning Framework for Sequences of Diagonally Modified Linear Systems Arising in Optimization
• Benchmarking optimization software with performance profiles.
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